+649.7%
XLU vs GPC
+944.3%
-294.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.8% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | -0.4% | -0.4% | 0.0% | -0.3% |
| 3M | +0.5% | +39.2% | -38.7% | -10.5% |
| 6M | -5.8% | +18.2% | -24.0% | -11.7% |
| YTD | +3.1% | +12.1% | -8.9% | -2.4% |
| 1Y | +8.1% | -0.7% | +8.8% | +6.3% |
| 3Y | +50.5% | -1.7% | +52.2% | +43.9% |
| 5Y | +44.7% | +29.3% | +15.4% | +23.6% |
| 10Y | +136.8% | +80.7% | +56.2% | +68.4% |
| All | +649.7% | +944.3% | -294.6% | +170.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling